NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.04 |
102.17 |
-0.87 |
-0.8% |
106.74 |
| High |
104.21 |
104.36 |
0.15 |
0.1% |
109.11 |
| Low |
102.41 |
99.96 |
-2.45 |
-2.4% |
102.53 |
| Close |
104.21 |
99.97 |
-4.24 |
-4.1% |
104.27 |
| Range |
1.80 |
4.40 |
2.60 |
144.4% |
6.58 |
| ATR |
2.12 |
2.28 |
0.16 |
7.7% |
0.00 |
| Volume |
6,958 |
3,137 |
-3,821 |
-54.9% |
48,692 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.63 |
111.70 |
102.39 |
|
| R3 |
110.23 |
107.30 |
101.18 |
|
| R2 |
105.83 |
105.83 |
100.78 |
|
| R1 |
102.90 |
102.90 |
100.37 |
102.17 |
| PP |
101.43 |
101.43 |
101.43 |
101.06 |
| S1 |
98.50 |
98.50 |
99.57 |
97.77 |
| S2 |
97.03 |
97.03 |
99.16 |
|
| S3 |
92.63 |
94.10 |
98.76 |
|
| S4 |
88.23 |
89.70 |
97.55 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.04 |
121.24 |
107.89 |
|
| R3 |
118.46 |
114.66 |
106.08 |
|
| R2 |
111.88 |
111.88 |
105.48 |
|
| R1 |
108.08 |
108.08 |
104.87 |
106.69 |
| PP |
105.30 |
105.30 |
105.30 |
104.61 |
| S1 |
101.50 |
101.50 |
103.67 |
100.11 |
| S2 |
98.72 |
98.72 |
103.06 |
|
| S3 |
92.14 |
94.92 |
102.46 |
|
| S4 |
85.56 |
88.34 |
100.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.06 |
|
2.618 |
115.88 |
|
1.618 |
111.48 |
|
1.000 |
108.76 |
|
0.618 |
107.08 |
|
HIGH |
104.36 |
|
0.618 |
102.68 |
|
0.500 |
102.16 |
|
0.382 |
101.64 |
|
LOW |
99.96 |
|
0.618 |
97.24 |
|
1.000 |
95.56 |
|
1.618 |
92.84 |
|
2.618 |
88.44 |
|
4.250 |
81.26 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.16 |
102.50 |
| PP |
101.43 |
101.65 |
| S1 |
100.70 |
100.81 |
|